A note on the quasi-ergodic distribution of one-dimensional diffusions

作者：He, Guoman^*

来源：Comptes Rendus Mathematique, 2018, 356(9): 967-972.

DOI：10.1016/j.crma.2018.07.009

• STATIONARY DISTRIBUTIONS

In this note, we study quasi-ergodicity for one-dimensional diffusions on (0, infinity), where 0 is an exit boundary and +infinity is an entrance boundary. Our main aim is to improve some results obtained by He and Zhang (2016) [3]. In simple terms, the same main results of the above paper are obtained with more relaxed conditions.

• 出版日期2018-9
• 单位湖南商学院